For some reason the board itself doesn't seem to work properly as it comes so you either need to use some jumper leads or do some soldering (it's documented on that page).

However all you actually need is an ESP8266 with a voltage regulator, then it's just 4 wires. The only gotcha is a lot of the ESP8266 boards you buy now have USB - and that uses the two serial wires that you need :)